Frozen-generator product approximation (source code)

= Frozen-generator product approximation

For a partition $s=t_0<\cdots<t_N=t$, the frozen-generator approximation is
$$
U_N(t,s)=e^{(t_N-t_{N-1})A(t_{N-1})}\cdots e^{(t_1-t_0)A(t_0)}.
$$
Under the hypotheses of the nonautonomous generation theorem, these products converge strongly and uniformly on compact time triangles to the <evolution family>.